+94.6%
SOFI vs RIO
+88.2%
+6.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.3% |
| 7D | -4.9% | -3.2% | -1.7% | -3.0% |
| 30D | -3.5% | +0.9% | -4.4% | -4.0% |
| 3M | +3.9% | -1.4% | +5.3% | +4.5% |
| 6M | -6.5% | +10.9% | -17.5% | -13.4% |
| YTD | -33.8% | +31.2% | -65.1% | -46.2% |
| 1Y | -33.3% | +67.9% | -101.2% | -55.0% |
| 3Y | +94.6% | +88.8% | +5.8% | +11.7% |
| All | +94.6% | +88.2% | +6.4% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling